Skip to main content
V-Lab

Sportech PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 17, 2023 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sportech PLC S0GARCH
paramt-stat
ω1.45853.67
α0.29314.16
β0.53777.08
γ10.41831.38
γ2-0.7077-1.57
γ30.36341.22
γ40.28851.07
γ5-0.9009-2.83
γ61.04592.87
γ7-0.8906-2.18
γ80.65941.27
γ9-0.4190-1.06
Estimation Period:
Jan 2, 2007 to Oct 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts